--- Setting up Backtest for TSLA ---
Fetching data for TSLA from 2022-01-01 to 2023-12-31...
Data fetched. Price data shape: (501,)
Generating signals for TSLA...
Signal generation complete.
--- Backtest Results for TSLA ---
Start 2022-01-03 05:00:00+00:00
End 2023-12-29 05:00:00+00:00
Period 501 days 00:00:00
Start Value 100000.0
End Value 36795.065273
Total Return [%] -63.204935
Benchmark Return [%] -79.289536
Max Gross Exposure [%] 100.0
Total Fees Paid 0.0
Max Drawdown [%] 65.670236
Max Drawdown Duration 437 days 00:00:00
Total Trades 117
Total Closed Trades 117
Total Open Trades 0
Open Trade PnL 0.0
Win Rate [%] 43.589744
Best Trade [%] 15.097146
Worst Trade [%] -9.219355
Avg Winning Trade [%] 1.817686
Avg Losing Trade [%] -2.855749
Avg Winning Trade Duration 1 days 02:21:10.588235294
Avg Losing Trade Duration 1 days 00:00:00
Profit Factor 0.461954
Expectancy -555.659705
Sharpe Ratio -2.105634
Calmar Ratio -0.787755
Omega Ratio 0.5196
Sortino Ratio -2.525559
dtype: object
--- Important Caveat: Lookahead Bias ---
The current HMMStrategy trains on the full backtest period at once.
This introduces 'lookahead bias' because the model 'knows' the future when making past 'decisions'.
For a more realistic result, a walk-forward optimization or rolling training window should be implemented.
Generating plots (a browser window may open)...
{'text/html': ' \n \n '}
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Position Id: %{customdata[1]}
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